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Description
  • Článek se zabývá modelováním spolehlivosti dat pomocí homogenního a nehomogenního Poissonova procesu. Cílem je rozhodnout, zda je intenzita procesu konstantní, coč znamená, že spolehlivost zůstává stejná, nebo jinak řečeno rozhodnout, zda se systém zlepšuje či zhoršuje. Uvažují se obě situace, jak situace, kdy jsou známé pouze počty událostí v čase, tak i situace, kdy jsou známy o intervaly mezi událostmi. Několik statistických testů pro detekci změny v intenzitě Poissonova procesu je navrženo a ilustrováno na příkladu. (cs)
  • The paper concentrates on the modelling of the reliability data using homogenous and nonhomogeneous Poisson process. The goal is to decide whether the intensity of the process is constant, which means that the reliability remains the same, i.e. whether the system is improving or detorating. We assume both the situation when only the counts of events are available, or when the times between failures are avalable. Several statistical tests for detection of a change in the intensity of Poisson process are described and illustrated by an example. We cover both cases when the time of the change is assumed to be known or unknown.
  • The paper concentrates on the modelling of the reliability data using homogenous and nonhomogeneous Poisson process. The goal is to decide whether the intensity of the process is constant, which means that the reliability remains the same, i.e. whether the system is improving or detorating. We assume both the situation when only the counts of events are available, or when the times between failures are avalable. Several statistical tests for detection of a change in the intensity of Poisson process are described and illustrated by an example. We cover both cases when the time of the change is assumed to be known or unknown. (en)
Title
  • Testing homogeneity of stochastic processes
  • Testing homogeneity of stochastic processes (en)
  • Testování homogenity stochastických procesů (cs)
skos:prefLabel
  • Testing homogeneity of stochastic processes
  • Testing homogeneity of stochastic processes (en)
  • Testování homogenity stochastických procesů (cs)
skos:notation
  • RIV/68407700:21110/07:01133263!RIV08-GA0-21110___
http://linked.open.../vavai/riv/strany
  • 415;430
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/06/0186)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 454818
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21110/07:01133263
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Change point detection; Counting Process; Homogeneous and nonhomogeneous Poisson Process (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [1ACE294A9725]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 43
http://linked.open...iv/tvurceVysledku
  • Jarušková, Daniela
  • Antoch, J.
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 21110
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